The theremin was developed in the 20's by Leon Theremin, a Russian inventor. Theremin was actually trying to build a proximity sensor for the Russian government but ended up creating what is considered one of the first electronic musical instruments.

To play, the performer moves their hands in proximity to the two metal antennas, never touching. The horizontal antenna controls volume, while the vertical controls pitch. The hands are interacting and disrupting electromagnetic fields produced by a radio frequency oscillator for each antenna. (You can read more specifics about that here.)

It's a tricky instrument to play with few who are considered "masters." One of the most renowned theremin players is Clara Rockmore, who can be heard here playing La Vie en Rose like a boss.

Because of its ghostly warble, the theremin is usually associated with horror films,but it finds its way into popular music pretty often. You've definitely heard it before. Perhaps you'll recognize this song: